+381.8%
DAL vs AA
-45.1%
+426.9%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -5.3% | +1.0% | -2.5% |
| 7D | +4.6% | -3.7% | +8.2% | +6.0% |
| 30D | +2.3% | -10.8% | +13.1% | +6.5% |
| 3M | -8.1% | -19.1% | +11.0% | -1.8% |
| 6M | +21.4% | -38.7% | +60.1% | +40.7% |
| YTD | +24.3% | -27.1% | +51.4% | +32.2% |
| 1Y | +47.4% | +8.3% | +39.0% | +35.1% |
| 3Y | +164.6% | +49.6% | +115.1% | +102.3% |
| 5Y | +100.2% | -15.5% | +115.7% | +68.1% |
| 10Y | +124.9% | +60.9% | +64.0% | +14.9% |
| All | +381.8% | -45.1% | +426.9% | +167.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded AA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling